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Smart Cities already surround us, and yet they are still incomprehensibly far from directly impacting everyday life. While current Smart Cities are often inaccessible, the experience of everyday citizens may be enhanced with a combination of the emerging technologies Digital Twins (DTs) and Situated Analytics. DTs represent their Physical Twin (PT) in the real world via models, simulations, (remotely) sensed data, context awareness, and interactions. However, interaction requires appropriate interfaces to address the complexity of the city. Ultimately, leveraging the potential of Smart Cities requires going beyond assembling the DT to be comprehensive and accessible. Situated Analytics allows for the anchoring of city information in its spatial context. We advance the concept of embedding the DT into the PT through Situated Analytics to form Fused Twins (FTs). This fusion allows access to data in the location that it is generated in an embodied context that can make the data more understandable. Prototypes of FTs are rapidly emerging from different domains, but Smart Cities represent the context with the most potential for FTs in the future. This paper reviews DTs, Situated Analytics, and Smart Cities as the foundations of FTs. Regarding DTs, we define five components (Physical, Data, Analytical, Virtual, and Connection environments) that we relate to several cognates (i.e., similar but different terms) from existing literature. Regarding Situated Analytics, we review the effects of user embodiment on cognition and cognitive load. Finally, we classify existing partial examples of FTs from the literature and address their construction from Augmented Reality, Geographic Information Systems, Building/City Information Models, and DTs and provide an overview of future direction